CME Euro FX Future December 2008
Trading Metrics calculated at close of trading on 17-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1.5728 |
1.5694 |
-0.0034 |
-0.2% |
1.5595 |
High |
1.5775 |
1.5694 |
-0.0081 |
-0.5% |
1.5762 |
Low |
1.5680 |
1.5694 |
0.0014 |
0.1% |
1.5500 |
Close |
1.5683 |
1.5694 |
0.0011 |
0.1% |
1.5762 |
Range |
0.0095 |
0.0000 |
-0.0095 |
-100.0% |
0.0262 |
ATR |
0.0084 |
0.0079 |
-0.0005 |
-6.2% |
0.0000 |
Volume |
826 |
498 |
-328 |
-39.7% |
1,205 |
|
Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5694 |
1.5694 |
1.5694 |
|
R3 |
1.5694 |
1.5694 |
1.5694 |
|
R2 |
1.5694 |
1.5694 |
1.5694 |
|
R1 |
1.5694 |
1.5694 |
1.5694 |
1.5694 |
PP |
1.5694 |
1.5694 |
1.5694 |
1.5694 |
S1 |
1.5694 |
1.5694 |
1.5694 |
1.5694 |
S2 |
1.5694 |
1.5694 |
1.5694 |
|
S3 |
1.5694 |
1.5694 |
1.5694 |
|
S4 |
1.5694 |
1.5694 |
1.5694 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6461 |
1.6373 |
1.5906 |
|
R3 |
1.6199 |
1.6111 |
1.5834 |
|
R2 |
1.5937 |
1.5937 |
1.5810 |
|
R1 |
1.5849 |
1.5849 |
1.5786 |
1.5893 |
PP |
1.5675 |
1.5675 |
1.5675 |
1.5697 |
S1 |
1.5587 |
1.5587 |
1.5738 |
1.5631 |
S2 |
1.5413 |
1.5413 |
1.5714 |
|
S3 |
1.5151 |
1.5325 |
1.5690 |
|
S4 |
1.4889 |
1.5063 |
1.5618 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5694 |
2.618 |
1.5694 |
1.618 |
1.5694 |
1.000 |
1.5694 |
0.618 |
1.5694 |
HIGH |
1.5694 |
0.618 |
1.5694 |
0.500 |
1.5694 |
0.382 |
1.5694 |
LOW |
1.5694 |
0.618 |
1.5694 |
1.000 |
1.5694 |
1.618 |
1.5694 |
2.618 |
1.5694 |
4.250 |
1.5694 |
|
|
Fisher Pivots for day following 17-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1.5694 |
1.5770 |
PP |
1.5694 |
1.5745 |
S1 |
1.5694 |
1.5719 |
|